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Applied Time Series Modelling and Forecasting
Applied Time Series Modelling and Forecasting
Richard Harris
Robert Sollis
ISBN: 978-0-470-84443-4
©2002
312 pages
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Table of Contents
Preface.

1. Introduction and Overview.

2. Short- and Long-run Models.

3. Testing for Unit Roots.

4. Cointegration in Single Equations.

5. Cointegration in Multivariate Systems.

6. Modelling the Short-run Multivariate System.

7. Panel Data Models and Cointegration.

8. Modelling and Forecasting Financial Times Series.

Index.  

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